AU2008231641A1 - Exchanges for creating and trading derivative securities - Google Patents

Exchanges for creating and trading derivative securities Download PDF

Info

Publication number
AU2008231641A1
AU2008231641A1 AU2008231641A AU2008231641A AU2008231641A1 AU 2008231641 A1 AU2008231641 A1 AU 2008231641A1 AU 2008231641 A AU2008231641 A AU 2008231641A AU 2008231641 A AU2008231641 A AU 2008231641A AU 2008231641 A1 AU2008231641 A1 AU 2008231641A1
Authority
AU
Australia
Prior art keywords
derivative
offer
value
future time
security
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Abandoned
Application number
AU2008231641A
Other languages
English (en)
Inventor
Johnnie Eric Victor Johnson
Gyanendra Rao
Current Assignee (The listed assignees may be inaccurate. Google has not performed a legal analysis and makes no representation or warranty as to the accuracy of the list.)
University of Southampton
Original Assignee
University of Southampton
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by University of Southampton filed Critical University of Southampton
Publication of AU2008231641A1 publication Critical patent/AU2008231641A1/en
Abandoned legal-status Critical Current

Links

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q99/00—Subject matter not provided for in other groups of this subclass

Landscapes

  • Business, Economics & Management (AREA)
  • Engineering & Computer Science (AREA)
  • Finance (AREA)
  • Accounting & Taxation (AREA)
  • General Physics & Mathematics (AREA)
  • Theoretical Computer Science (AREA)
  • General Business, Economics & Management (AREA)
  • Physics & Mathematics (AREA)
  • Development Economics (AREA)
  • Economics (AREA)
  • Marketing (AREA)
  • Strategic Management (AREA)
  • Technology Law (AREA)
  • Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
  • Management, Administration, Business Operations System, And Electronic Commerce (AREA)
AU2008231641A 2007-03-26 2008-03-20 Exchanges for creating and trading derivative securities Abandoned AU2008231641A1 (en)

Applications Claiming Priority (3)

Application Number Priority Date Filing Date Title
GB0705827.4 2007-03-26
GBGB0705827.4A GB0705827D0 (en) 2007-03-26 2007-03-26 Exchanges for creating and trading derivavtive securites
PCT/GB2008/001004 WO2008117033A1 (en) 2007-03-26 2008-03-20 Exchanges for creating and trading derivative securities

Publications (1)

Publication Number Publication Date
AU2008231641A1 true AU2008231641A1 (en) 2008-10-02

Family

ID=38024904

Family Applications (1)

Application Number Title Priority Date Filing Date
AU2008231641A Abandoned AU2008231641A1 (en) 2007-03-26 2008-03-20 Exchanges for creating and trading derivative securities

Country Status (7)

Country Link
US (1) US20100191639A1 (ja)
JP (1) JP2010522921A (ja)
KR (1) KR20100015941A (ja)
AU (1) AU2008231641A1 (ja)
GB (1) GB0705827D0 (ja)
SG (1) SG170822A1 (ja)
WO (1) WO2008117033A1 (ja)

Families Citing this family (9)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US8321328B2 (en) * 2008-08-05 2012-11-27 Exchange Holdings Inc. Electronic credit default futures market
US7970670B2 (en) * 2008-08-05 2011-06-28 Exchange Holdings Inc. Electronic credit default futures market
JP5646967B2 (ja) * 2010-11-19 2014-12-24 株式会社大和証券グループ本社 Ｃｆｄヘッジ処理システムおよびその方法、並びにプログラム
US20120296792A1 (en) * 2011-05-18 2012-11-22 Jeffrey Levoff Process for financing and interest rate price discovery utilizing a centrally-cleared derivative
US9396497B2 (en) * 2012-12-19 2016-07-19 Nasdaq Technology Ab Computer-implemented system and method for clearing a derivative trade involving multiple trading exchanges
US20140316961A1 (en) * 2013-04-23 2014-10-23 Chicago Mercantile Exchange, Inc. Dynamic Tick Size Order Aggregator
JP2016534478A (ja) * 2013-09-11 2016-11-04 シカゴ ボード オプションズ エクスチェンジ，インコーポレイテッド 取引可能な値を判定するシステム及び方法
US20190236701A1 (en) * 2016-09-15 2019-08-01 Christopher Petruzzi System and method for trading with multiple delivery dates
US11475521B2 (en) * 2021-01-07 2022-10-18 Aura7 USA Inc. System and method for payments in financial instrument's trade

Family Cites Families (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
US7225153B2 (en) * 1999-07-21 2007-05-29 Longitude Llc Digital options having demand-based, adjustable returns, and trading exchange therefor
JP2002203112A (ja) * 2000-11-01 2002-07-19 Fujitsu Ltd 取引支援方法およびプログラム
SE0103642D0 (sv) * 2001-11-01 2001-11-01 Om Technology Ab A method and a system for improved trading of options and futures and combinations thereof
AU2003301476A1 (en) * 2002-10-15 2004-05-04 Liquidity Direct Technology, Llc Network and method for trading derivatives by providing enhanced rfq visibility
US7483854B2 (en) * 2003-01-24 2009-01-27 Liu Michael C Method and system for intelligent automated security trading via the internet
US7440917B2 (en) * 2003-03-10 2008-10-21 Chicago Mercantile Exchange, Inc. Order risk management system
US8738499B2 (en) * 2004-01-22 2014-05-27 Nyse Mkt Llc Binary options on an organized exchange and the systems and methods for trading the same
JP2008515104A (ja) * 2004-09-29 2008-05-08 クレディテックス インコーポレイティッド オンラインクレジットデリバティブ取引システムためのシステムおよび方法
US8326722B2 (en) * 2005-08-08 2012-12-04 Warp 11 Holdings, Llc Estimating risk of a portfolio of financial investments
US7962397B2 (en) * 2005-12-28 2011-06-14 Zions Bancorporation Employee stock option appreciation rights securities auction process
US20090228398A1 (en) * 2008-03-04 2009-09-10 David Klein Maximum running spread

Also Published As

Publication number Publication date
SG170822A1 (en) 2011-05-30
JP2010522921A (ja) 2010-07-08
WO2008117033A1 (en) 2008-10-02
US20100191639A1 (en) 2010-07-29
GB0705827D0 (en) 2007-05-02
KR20100015941A (ko) 2010-02-12

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Legal Events

Date Code Title Description
MK4 Application lapsed section 142(2)(d) - no continuation fee paid for the application